Trading Metrics calculated at close of trading on 15-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
13,250 |
13,067 |
-183 |
-1.4% |
13,243 |
High |
13,313 |
13,159 |
-154 |
-1.2% |
13,740 |
Low |
13,060 |
12,880 |
-180 |
-1.4% |
13,107 |
Close |
13,089 |
12,921 |
-168 |
-1.3% |
13,237 |
Range |
253 |
279 |
26 |
10.3% |
633 |
ATR |
230 |
233 |
4 |
1.5% |
0 |
Volume |
195,177 |
245,430 |
50,253 |
25.7% |
1,417,954 |
|
Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,824 |
13,651 |
13,075 |
|
R3 |
13,545 |
13,372 |
12,998 |
|
R2 |
13,266 |
13,266 |
12,972 |
|
R1 |
13,093 |
13,093 |
12,947 |
13,040 |
PP |
12,987 |
12,987 |
12,987 |
12,960 |
S1 |
12,814 |
12,814 |
12,896 |
12,761 |
S2 |
12,708 |
12,708 |
12,870 |
|
S3 |
12,429 |
12,535 |
12,844 |
|
S4 |
12,150 |
12,256 |
12,768 |
|
|
Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,260 |
14,882 |
13,585 |
|
R3 |
14,627 |
14,249 |
13,411 |
|
R2 |
13,994 |
13,994 |
13,353 |
|
R1 |
13,616 |
13,616 |
13,295 |
13,489 |
PP |
13,361 |
13,361 |
13,361 |
13,298 |
S1 |
12,983 |
12,983 |
13,179 |
12,856 |
S2 |
12,728 |
12,728 |
13,121 |
|
S3 |
12,095 |
12,350 |
13,063 |
|
S4 |
11,462 |
11,717 |
12,889 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,710 |
12,880 |
830 |
6.4% |
264 |
2.0% |
5% |
False |
True |
281,582 |
10 |
13,740 |
12,880 |
860 |
6.7% |
263 |
2.0% |
5% |
False |
True |
279,722 |
20 |
14,089 |
12,880 |
1,209 |
9.4% |
255 |
2.0% |
3% |
False |
True |
248,330 |
40 |
14,097 |
12,880 |
1,217 |
9.4% |
201 |
1.6% |
3% |
False |
True |
197,466 |
60 |
14,097 |
12,880 |
1,217 |
9.4% |
178 |
1.4% |
3% |
False |
True |
151,432 |
80 |
14,097 |
12,880 |
1,217 |
9.4% |
153 |
1.2% |
3% |
False |
True |
113,601 |
100 |
14,097 |
12,411 |
1,686 |
13.0% |
132 |
1.0% |
30% |
False |
False |
90,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,345 |
2.618 |
13,890 |
1.618 |
13,611 |
1.000 |
13,438 |
0.618 |
13,332 |
HIGH |
13,159 |
0.618 |
13,053 |
0.500 |
13,020 |
0.382 |
12,987 |
LOW |
12,880 |
0.618 |
12,708 |
1.000 |
12,601 |
1.618 |
12,429 |
2.618 |
12,150 |
4.250 |
11,694 |
|
|
Fisher Pivots for day following 15-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
13,020 |
13,132 |
PP |
12,987 |
13,061 |
S1 |
12,954 |
12,991 |
|